Title of article
The finite element approximation of Hamilton-Jacobi-Bellman equations
Author/Authors
M. Boulbrachene، نويسنده , , M. Haiour، نويسنده ,
Issue Information
دوهفته نامه با شماره پیاپی سال 2001
Pages
15
From page
993
To page
1007
Abstract
This paper deals with the finite element approximation of Hamilton-Jacobi-Bellman equations. We establish a convergence and a quasi-optimal L∞-error estimate, involving a weakly coupled systems of quasi-variational inequalities for the solution of which an interative scheme of monotone kind is introduced and analyzed.
Keywords
Hamilton-Jacobi-Bellman equations , Variational inequalities , Monotone iterative scheme , Finite element , Fixed point , Quasi-variational inequalities
Journal title
Computers and Mathematics with Applications
Serial Year
2001
Journal title
Computers and Mathematics with Applications
Record number
918881
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